Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47315.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45920.51 Kr¶

PnL: ---------------------------------------> -968.06 Kr¶

DD now: ---------------------------------> -2.703 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 12:17:51.028240'

Anic Portfolio¶

Today¶

Return: -1.233 %¶

This Week¶

Return: -0.459 %¶

Total¶

Return: 54.899 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.980000 3052.400000 81.400000 2.740000 2971.000006
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
FM Mattsson Mora Group B 50 -0.170000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -2.310000 623.040000 46.040000 7.980000 576.999999
SAAB B 8 0.310000 3412.000000 35.000000 1.040000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -8.030000 389.600000 34.600000 9.750000 355.000000
OEM International B 7 -2.120000 549.500000 21.500000 4.070000 527.999997
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Intrum 4 -2.350000 539.800000 12.800000 2.430000 527.000000
Coor Service Management Hold. 8 -1.890000 541.200000 9.200000 1.730000 532.000000
AcadeMedia 12 -0.630000 565.440000 8.440000 1.520000 557.000004
HMS Networks 2 -4.500000 679.200000 6.200000 0.920000 673.000000
Securitas B 6 -0.330000 572.400000 2.400000 0.420000 570.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Essity A 4 0.520000 1150.000000 1.000000 0.090000 1149.000000
Swedbank A 3 -0.480000 564.450000 0.450000 0.080000 564.000000
Essity B 2 0.490000 573.000000 -1.000000 -0.170000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -4.860000 244.320000 -1.680000 -0.680000 246.000000
Resurs Holding 22 -1.220000 572.220000 -1.780000 -0.310000 573.999998
Handelsbanken A 5 0.420000 543.250000 -2.750000 -0.500000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.400000 555.450000 -6.550000 -1.170000 562.000005
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Midsona B 63 -0.550000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -4.740000 1641.600000 -12.400000 -0.750000 1653.999996
CTEK 13 -2.750000 518.960000 -15.040000 -2.820000 533.999999
Nordea Bank Abp 29 -0.590000 3419.100000 -34.900000 -1.010000 3453.999992
Vivesto 1368 -1.630000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 -4.100000 537.500000 -57.070000 -9.600000 594.565215
Sampo Oyj SDB 7 1.220000 3783.500000 -66.500000 -1.730000 3850.000000
Axfood 13 -0.390000 3614.000000 -142.000000 -3.780000 3756.000001
OX2 18 -3.060000 1480.500000 -183.500000 -11.030000 1663.999992
Fasadgruppen Group 35 -0.810000 3419.500000 -391.500000 -10.270000 3810.999990
Ovzon 52 -1.920000 2927.600000 -434.400000 -12.920000 3361.999992
TOTAL 45920.510000 -968.060000 -2.70301% 46888.564618

Updated:¶

'2023-01-19 12:18:03.538714'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶